Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 5.49% | 0.21 CHF | 0.22 CHF | 750'000 | 750'000 | 749'910 | 749'911 | 139'004 CHF | 146'504 CHF | 99.38% | 99.45% |
07.05.2024 | 2.19% | 0.26 CHF | 0.27 CHF | 750'000 | 750'000 | 749'703 | 749'695 | 351'035 CHF | 358'533 CHF | 100.00% | 100.00% |
06.05.2024 | 1.32% | 0.69 CHF | 0.70 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 569'333 CHF | 576'832 CHF | 99.72% | 99.72% |
03.05.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 746'154 CHF | 753'654 CHF | 99.41% | 99.41% |
02.05.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 812'514 CHF | 820'015 CHF | 99.58% | 99.58% |
30.04.2024 | 1.12% | 1.09 CHF | 1.10 CHF | 750'000 | 750'000 | 749'700 | 749'700 | 666'897 CHF | 674'397 CHF | 100.00% | 100.00% |
29.04.2024 | 1.49% | 0.73 CHF | 0.74 CHF | 750'000 | 750'000 | 744'546 | 744'546 | 523'865 CHF | 531'315 CHF | 99.61% | 99.61% |
26.04.2024 | 1.20% | 0.69 CHF | 0.70 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 629'189 CHF | 636'689 CHF | 99.09% | 99.09% |
25.04.2024 | 0.97% | 1.10 CHF | 1.11 CHF | 750'000 | 750'000 | 749'936 | 749'936 | 780'322 CHF | 787'822 CHF | 99.95% | 99.95% |
24.04.2024 | 1.50% | 0.83 CHF | 0.84 CHF | 750'000 | 750'000 | 749'542 | 749'542 | 500'380 CHF | 507'880 CHF | 100.00% | 100.00% |